Modification of the MDR-EFE method for stratified samples

MaRDI QIDQ6274842zbMATH OpenFDO

Authors Alexander V. Bulinski, Alexey Alexandrovich Kozhevin

Publication date 21 June 2016

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Abstract: The MDR-EFE method of performing identification of relevant factors within a given collection X_1,...,X_n is developed for stratified samples in the case of binary response variable Y. We establish a criterion of strong consistency of estimates (involving K-cross-validation procedure and penalty) for a specified prediction error function. The cost approach is proposed to compare experiments with random and nonrandom number of observations. Analytic results and simulations demonstrate advantages of the method introduced for stratified samples over that employed for i.i.d. learning sample.

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